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MXWO.L vs. IWDA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MXWO.LIWDA.L
YTD Return10.00%10.06%
1Y Return24.55%24.50%
3Y Return (Ann)7.41%7.30%
5Y Return (Ann)12.65%12.51%
10Y Return (Ann)9.41%9.41%
Sharpe Ratio2.312.31
Daily Std Dev11.68%11.62%
Max Drawdown-33.89%-34.11%
Current Drawdown-0.34%-0.41%

Correlation

-0.50.00.51.00.9

The correlation between MXWO.L and IWDA.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

MXWO.L vs. IWDA.L - Performance Comparison

The year-to-date returns for both investments are quite close, with MXWO.L having a 10.00% return and IWDA.L slightly higher at 10.06%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: MXWO.L at 9.41% and IWDA.L at 9.41%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


220.00%230.00%240.00%250.00%260.00%270.00%280.00%December2024FebruaryMarchAprilMay
282.99%
278.16%
MXWO.L
IWDA.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco MSCI World UCITS ETF

iShares Core MSCI World UCITS ETF USD (Acc)

MXWO.L vs. IWDA.L - Expense Ratio Comparison

MXWO.L has a 0.19% expense ratio, which is lower than IWDA.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Expense ratio chart for IWDA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for MXWO.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

MXWO.L vs. IWDA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF (MXWO.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


MXWO.L
Sharpe ratio
The chart of Sharpe ratio for MXWO.L, currently valued at 2.31, compared to the broader market0.002.004.002.31
Sortino ratio
The chart of Sortino ratio for MXWO.L, currently valued at 3.38, compared to the broader market0.005.0010.003.38
Omega ratio
The chart of Omega ratio for MXWO.L, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for MXWO.L, currently valued at 2.11, compared to the broader market0.005.0010.0015.002.11
Martin ratio
The chart of Martin ratio for MXWO.L, currently valued at 8.27, compared to the broader market0.0020.0040.0060.0080.00100.008.27
IWDA.L
Sharpe ratio
The chart of Sharpe ratio for IWDA.L, currently valued at 2.31, compared to the broader market0.002.004.002.31
Sortino ratio
The chart of Sortino ratio for IWDA.L, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for IWDA.L, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for IWDA.L, currently valued at 2.07, compared to the broader market0.005.0010.0015.002.07
Martin ratio
The chart of Martin ratio for IWDA.L, currently valued at 8.32, compared to the broader market0.0020.0040.0060.0080.00100.008.32

MXWO.L vs. IWDA.L - Sharpe Ratio Comparison

The current MXWO.L Sharpe Ratio is 2.31, which roughly equals the IWDA.L Sharpe Ratio of 2.31. The chart below compares the 12-month rolling Sharpe Ratio of MXWO.L and IWDA.L.


Rolling 12-month Sharpe Ratio1.001.502.002.50December2024FebruaryMarchAprilMay
2.31
2.31
MXWO.L
IWDA.L

Dividends

MXWO.L vs. IWDA.L - Dividend Comparison

Neither MXWO.L nor IWDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MXWO.L vs. IWDA.L - Drawdown Comparison

The maximum MXWO.L drawdown since its inception was -33.89%, roughly equal to the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for MXWO.L and IWDA.L. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.34%
-0.41%
MXWO.L
IWDA.L

Volatility

MXWO.L vs. IWDA.L - Volatility Comparison

Invesco MSCI World UCITS ETF (MXWO.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) have volatilities of 3.67% and 3.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
3.67%
3.70%
MXWO.L
IWDA.L